ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 119-070 119-055 -0-015 0.0% 119-177
High 119-172 119-240 0-068 0.2% 119-257
Low 119-042 119-055 0-013 0.0% 119-015
Close 119-067 119-152 0-085 0.2% 119-152
Range 0-130 0-185 0-055 42.3% 0-242
ATR 0-266 0-260 -0-006 -2.2% 0-000
Volume 133,930 11,772 -122,158 -91.2% 379,279
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-064 120-293 119-254
R3 120-199 120-108 119-203
R2 120-014 120-014 119-186
R1 119-243 119-243 119-169 119-288
PP 119-149 119-149 119-149 119-172
S1 119-058 119-058 119-135 119-104
S2 118-284 118-284 119-118
S3 118-099 118-193 119-101
S4 117-234 118-008 119-050
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-227 121-112 119-285
R3 120-305 120-190 119-219
R2 120-063 120-063 119-196
R1 119-268 119-268 119-174 119-204
PP 119-141 119-141 119-141 119-110
S1 119-026 119-026 119-130 118-282
S2 118-219 118-219 119-108
S3 117-297 118-104 119-085
S4 117-055 117-182 119-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 119-015 1-025 0.9% 0-181 0.5% 40% False False 107,259
10 120-190 117-142 3-048 2.6% 0-276 0.7% 64% False False 171,041
20 120-190 115-275 4-235 4.0% 0-286 0.7% 76% False False 215,048
40 120-190 110-290 9-220 8.1% 0-259 0.7% 88% False False 148,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-073
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-066
2.618 121-084
1.618 120-219
1.000 120-105
0.618 120-034
HIGH 119-240
0.618 119-169
0.500 119-148
0.382 119-126
LOW 119-055
0.618 118-261
1.000 118-190
1.618 118-076
2.618 117-211
4.250 116-229
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 119-150 119-144
PP 119-149 119-136
S1 119-148 119-128

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These figures are updated between 7pm and 10pm EST after a trading day.

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